+118.9%
EOG vs SIRI
-10.2%
+129.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | +2.9% | +2.5% | +0.5% | +2.3% |
| 3M | +8.7% | +6.6% | +2.1% | +6.9% |
| 6M | +12.9% | +32.9% | -20.0% | +5.4% |
| YTD | +43.8% | +50.5% | -6.6% | +30.3% |
| 1Y | +27.1% | +28.0% | -0.9% | +18.8% |
| 3Y | +25.9% | -22.4% | +48.3% | +24.7% |
| 5Y | +177.9% | -41.3% | +219.2% | +177.7% |
| All | +118.9% | -10.2% | +129.1% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling